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FinancialData return varying values for a specific day?

Posted 2 years ago
5 Replies
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A simple query returns varying values. I assume Mathematica is pulling data from multiple data vendors and cycles through them, perhaps randomly.


1st Call:

FinancialData["bond", "Close", {{2015, 12, 31}, {2015, 12, 31}}]

{{{2015, 12, 31}, 102.52}}

8th Call:

FinancialData["bond", "Close", {{2015, 12, 31}, {2015, 12, 31}}]

{{{2015, 12, 31}, 102.703}}

10th Call:

FinancialData["bond", "Close", {{2015, 12, 31}, {2015, 12, 31}}]

{{{2015, 12, 31}, 102.52}}

If this is indeed how FinancialData works, one will never be able to achieve a repeatable result. Without repeatable results, this function is nearly useless for any sort of serious work.

Can anyone confirm that this is indeed what is going on here?

5 Replies

I can't confirm that WRI is using multiple data sources (it would be very odd if they were), but I can confirm the behavior that you are seeing....

Counts@Table[FinancialData["bond", "Close", {{2015, 12, 31}, {2015, 12, 31}}], {100}]

<|{{{2015, 12, 31}, 102.703}} -> 27, {{{2015, 12, 31}, 102.52}} -> 73|>


Posted 2 years ago

Thanks David!

"Close" for historical values is adjusted close and for "BOND" (PIMCO Total Return Active ETF) dates before {2016, 11, 1} are seeming to vacillate between two values from the source. This can be avoided by using "RawClose" for dates in that range.

FinancialData["bond", "RawClose", {{2015, 12, 31}}]

{{2015, 12, 31}, 104.22}

Posted 2 years ago

Yes it can...but raw close is just that, the raw closing stock price. If one wants the split and dividend corrected price, one needs to call "Close". In this case, I need the corrected price. One can also purchase corrected end of day data, but that kind of defeats the purpose of this particular function.

Thanks for the suggestion Christopher! I appreciate the comment.


This seems to be unexpected behavior. Please submit this as product feedback at:

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